+4,282.8%
HUM vs LII
+2,817.4%
+1,465.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.2% |
| 7D | +3.7% | +2.9% | +0.8% | +3.0% |
| 30D | +5.5% | +0.9% | +4.6% | +5.0% |
| 3M | +17.1% | -15.5% | +32.7% | +21.3% |
| 6M | +48.3% | -30.2% | +78.5% | +59.0% |
| YTD | +77.4% | -26.8% | +104.2% | +87.2% |
| 1Y | +92.6% | -25.3% | +117.8% | +102.3% |
| 3Y | -6.1% | -7.8% | +1.6% | -8.6% |
| 5Y | +6.2% | +17.0% | -10.7% | -4.9% |
| 10Y | +153.6% | +169.9% | -16.2% | +83.1% |
| All | +4,282.8% | +2,817.4% | +1,465.4% | +1,458.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LII wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling